The voice keeps saying there is no game. What am I supposed to do?
That is the very first puzzle! The more he insists there is no game, the more you have to prove him wrong. Start by clicking and messing with the physical letters of the title on the screen. Every time you do something "wrong," he'll react, and that interaction will lead you to the next step.
I'm clicking everywhere and nothing happens. Is it bugged?
It's not bugged; it's just meta-logic! Some things require you to click and hold, drag and drop, or combine an item you found earlier with a piece of the menu UI. Don't be constrained by normal game rules. If clicking doesn't work, try picking it up and throwing it!
Is there a hint button? What if I get stuck?
There is no dedicated hint button, but the narrator IS the hint system! When you're stuck, just click around randomly or try a silly interaction. The narrator will usually chime in to complain about what you're doing, and his dialogue will secretly tell you what you actually need to do.
Do I have to solve the puzzles in a specific order?
Yes, the progression is linear. You have to break the game down step-by-step (e.g., ruining the title screen, then playing the breakout clone, then dealing with the goat, etc.). You cannot skip ahead. However, within each specific scene, you are free to experiment with the objects in any order you like until you find the solution to move to the next act.